Intraday Backtesting

Discussion in 'Strategy Development' started by john_nyc_trader, Nov 19, 2003.

  1. I am looking for a robust backtesting software package that is ease of use and can handle intraday minute bar backtesting (maybe even tick in the future) for US equities. Furthermore, the package MUST have a scanning feature, i.e. stocks that closed at their highs on November such and such.

    Any ideas?
     
  2. nkhoi

    nkhoi Moderator

    sound like esignal to me
     
  3. How far back do they go for data?
     
  4. Take a look at our software especially the history link in any alert window allows you to back test the setting. Examples below.

    www.trade-ideas.com

    http://www.trade-ideas.com/History....read=8&MinVol=300000&MinRV=1.7&WN=Intro+Setup
     
  5. However, what if I want to make my own filters and not use your pre-designed ones? Can I backtest those?
     
  6. You can modify alert and filter settings any way that you like there are tens of thousands of possible combinations, you do not have to use the predefined ones. Just stay within the parameters of this window that gives you all the options.

    http://www.trade-ideas.com/Config.p...inPrice=5&MaxSpread=8&MinVol=300000&MinRV=1.5
     
  7. DK_

    DK_

    SocalTrader can you please post a sample screenshot or two of the backtesting? IMHO I don't think you should herd us all through the paypal setup just to get a little peek. :)
     
  8. Bob111

    Bob111

    wealth lab can do this job for you
    in WL 3 they have even automatization with IB.
    it will do everything for you-scan,backtesting on every possible time frame,etc...
    WL-rules! specially for portfolio backtesting(real timesaver for stock traders))))))
    i also have question for Volker Knapp
    (Vice President of WL) -why you do not offer old version(like 2) for less price?

    Thank you!
     
  9. mmillar

    mmillar

    TradeStation or WealthLab are the best for backtesting (I use TradeStation, never used WealthLab but lots of people rave about it on these boards). eSignal can't backtest for peanuts so don't even bother with it.
     
  10. Bob111 & mmillar, thanks for the input on Wealth-Lab and TradeStation. However, who do you think provides the best data for the price, both back and real-time? I am looking for data on 1 minute bars and eventually tick.

    John
     
    #10     Nov 20, 2003